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arXiv 1609.00481cs.GT
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线性博弈论:通过将大型博弈分解为部分博弈来降低复杂性

Linear Game Theory : Reduction of complexity by decomposing large games into partial games

Tatsuya Iwase, Takahiro Shiga

摘要:

随着游戏规模的增加,出现了计算复杂性的问题。这在现实世界的问题中尤其如此,例如在社会系统中,有大量的玩家参与游戏,复杂性问题至关重要。算法博弈论的先前研究提出了简洁的游戏,使小的描述的支付矩阵和减少的复杂性。然而,一些建议的妥协失去了一般性与严格的假设,如对称性的效用函数,不能适用于全方位的现实世界的问题,可能会提出。图形游戏是相对有前途的,在复杂性和通用性之间有很好的平衡。然而,它们假设玩家交互的给定图结构,并且不能应用于没有这种已知图的游戏。本研究提出了一种方法来识别玩家之间的交互图,并随后将游戏分解为更小的组件,通过削减弱交互来降低复杂性。首先,将参与者对效用的相互依赖性量化为参与者之间的方差-协方差矩阵。然后,通过求解特征值问题,确定局中人之间的交互图。玩家的互动被进一步分解为游戏的线性组合。这有助于找到一个一致的均衡,这是一个纳什均衡指定的分解,具有降低的计算复杂性。最后,简单的例子游戏的实验,以验证所提出的方法。

英文摘要:

With increasing game size, a problem of computational complexity arises. This is especially true in real world problems such as in social systems, where there is a significant population of players involved in the game, and the complexity problem is critical. Previous studies in algorithmic game theory propose succinct games that enable small descriptions of payoff matrices and reduction of complexities. However, some of the suggested compromises lose generality with strict assumptions such as symmetries in utility functions and cannot be applied to the full range of real world problems that may be presented. Graphical games are relatively promising, with a good balance between complexity and generality. However, they assume a given graph structure of players' interactions and cannot be applied to games without such known graphs. This study proposes a method to identify an interaction graph between players and subsequently decompose games into smaller components by cutting out weak interactions for the purpose of reducing complexity. At the beginning, players' mutual dependencies on their utilities are quantified as variance-covariance matrices among players. Then, the interaction graphs among players are identified by solving eigenvalue problems. Players' interactions are further decomposed into linear combinations of games. This helps to find a consistent equilibrium, which is a Nash equilibrium specified by the decomposition, with reduced computational complexity. Finally, experiments on simple example games are shown to verify the proposed method.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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